Do you need to delete non-significant predictors in logistic regression?

Do you need to delete non-significant predictors in logistic regression?

You’ll probably find that deleting the non-significant predictors does not harm your model, and even if it does, a model with more predictors needs to be ‘penalised’ for having a greater number of predictors, and this penalised difference should favour the model with the fewer number of predictors.

How many variables can be used in logistic regression?

It has been suggested that the data should contain at least ten events for each variable entered into a logistic regression model. Hence, if we wish to find predictors of mortality using a sample in which there have been sixty deaths, we can study no more than 6 (=60/10) predictor variables.

Can you have multiple non-significant predictors in a model?

Multiple almost significant predictors. Even if you had no multicollinearity, you can still get non-significant predictors and an overall significant model if two or more individual predictors are close to significant and thus collectively, the overall prediction passes the threshold of statistical significance.

Why is there only one degree of freedom in logistic regression?

There is only one degree of freedom because there is only one predictor in the model, namely the constant. k. Exp (B) – This is the exponentiation of the B coefficient, which is an odds ratio. This value is given by default because odds ratios can be easier to interpret than the coefficient, which is in log-odds units.

Which is the predictor of logistic regression in linktest?

After the regression command (in our case, logit or logistic ), linktest uses the predicted value ( _hat) and predicted value squared ( _hatsq ) as the predictors to rebuild the model. The variable _hat should be a statistically significant predictor, since it is the predicted value from the model.

What does pseudo R-squared mean in logistic regression?

The pseudo R-squared is .6286. But when we run linktest on this model, the _hatsq term is highly significant indicating a model specification error. Now if we take away the continuous variable and use the two binary variables in the model, the linktest is fine.